DGSCX vs. GAOAX
DGSCX (Virtus Global Small-Cap Fund) and GAOAX (JPMorgan Global Allocation Fund A) are both Global Equities funds. Over the past 10 years, DGSCX returned 7.55%/yr vs 6.08%/yr for GAOAX. Their correlation of 0.85 means they have usually moved in the same direction. DGSCX charges 1.28%/yr vs 1.04%/yr for GAOAX.
Performance
DGSCX vs. GAOAX - Performance Comparison
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Returns By Period
In the year-to-date period, DGSCX achieves a 5.97% return, which is significantly higher than GAOAX's 3.29% return. Over the past 10 years, DGSCX has outperformed GAOAX with an annualized return of 7.55%, while GAOAX has yielded a comparatively lower 6.08% annualized return.
DGSCX
- 1D
- -0.23%
- 1M
- 0.00%
- 6M
- 0.84%
- YTD
- 5.97%
- 1Y
- -0.62%
- 3Y*
- 7.12%
- 5Y*
- 1.58%
- 10Y*
- 7.55%
- ALL TIME*
- 8.15%
GAOAX
- 1D
- 0.47%
- 1M
- -0.23%
- 6M
- 0.73%
- YTD
- 3.29%
- 1Y
- 10.27%
- 3Y*
- 10.08%
- 5Y*
- 2.53%
- 10Y*
- 6.08%
- ALL TIME*
- 5.98%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
DGSCX vs. GAOAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DGSCX Virtus Global Small-Cap Fund | 5.97% | -0.96% | 9.71% | 24.03% | -24.11% | 11.23% | 29.79% | 23.02% | -16.82% | 26.86% |
GAOAX JPMorgan Global Allocation Fund A | 3.29% | 14.68% | 7.91% | 12.69% | -18.74% | 3.60% | 15.29% | 15.95% | -6.07% | 16.82% |
Correlation
The correlation between DGSCX and GAOAX is 0.60, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.60 |
Correlation (3Y) Balances recent behavior with more history. | 0.70 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.79 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.84 |
Correlation (All Time) Calculated using the full available price history since Jul 1, 2013 | 0.85 |
Over the past year, the correlation between DGSCX and GAOAX has dropped to 0.60 - well below their long-term average of 0.85, suggesting their price drivers have been diverging.
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Return for Risk
DGSCX vs. GAOAX — Risk / Return Rank
DGSCX
GAOAX
DGSCX vs. GAOAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Global Small-Cap Fund (DGSCX) and JPMorgan Global Allocation Fund A (GAOAX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DGSCX | GAOAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.06 | ||
| Sortino ratioReturn per unit of downside risk | -1.44 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.17 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | -0.10 | 1.11 | -1.21 |
| Martin ratioReturn relative to average drawdown | -0.22 | 4.15 | -4.37 |
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Drawdowns
DGSCX vs. GAOAX - Drawdown Comparison
The maximum DGSCX drawdown since its inception was -68.18%, which is greater than GAOAX's maximum drawdown of -29.02%. Use the drawdown chart below to compare losses from any high point for DGSCX and GAOAX.
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Drawdown Indicators
| DGSCX | GAOAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.18% | -29.02% | -39.16% |
Max Drawdown (1Y)Largest decline over 1 year | -16.85% | -8.95% | -7.90% |
Max Drawdown (3Y)Largest decline over 3 years | -18.04% | -10.87% | -7.17% |
Max Drawdown (5Y)Largest decline over 5 years | -37.49% | -29.02% | -8.47% |
Max Drawdown (10Y)Largest decline over 10 years | -40.29% | -29.02% | -11.27% |
Current DrawdownCurrent decline from peak | -5.45% | -2.07% | -3.38% |
Average DrawdownAverage peak-to-trough decline | -19.61% | -5.91% | -13.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.93% | 2.39% | +5.54% |
Volatility
DGSCX vs. GAOAX - Volatility Comparison
The current volatility for Virtus Global Small-Cap Fund (DGSCX) is 2.94%, while JPMorgan Global Allocation Fund A (GAOAX) has a volatility of 3.46%. This indicates that DGSCX experiences smaller price fluctuations and is considered to be less risky than GAOAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGSCX | GAOAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.94% | 3.46% | -0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 9.86% | 9.21% | +0.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.53% | 10.74% | +1.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.88% | 11.26% | +6.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.13% | 10.93% | +8.20% |
DGSCX vs. GAOAX - Expense Ratio Comparison
DGSCX has a 1.28% expense ratio, which is higher than GAOAX's 1.04% expense ratio.
Dividends
DGSCX vs. GAOAX - Dividend Comparison
DGSCX's dividend yield for the trailing twelve months is around 4.35%, less than GAOAX's 9.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGSCX Virtus Global Small-Cap Fund | 4.35% | 4.61% | 14.50% | 0.84% | 2.64% | 30.56% | 4.16% | 7.03% | 21.96% | 7.99% | 0.00% | 0.00% |
GAOAX JPMorgan Global Allocation Fund A | 9.02% | 10.15% | 2.34% | 0.00% | 4.62% | 4.61% | 1.54% | 2.43% | 2.52% | 2.95% | 2.59% | 0.96% |
Frequently Asked Questions
DGSCX and GAOAX have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GAOAX has higher volatility (3.46%) compared to DGSCX (2.94%). In terms of maximum drawdown, DGSCX dropped -68.18% vs GAOAX's -29.02%.
GAOAX currently has the higher Sharpe Ratio (0.93 vs -0.14), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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